Here you go...
I haven't really tried the winamp games yet so that's the only thing I can't be sure of but here's how to use most other plugins..
Right click on the main Winamp window in the counter box(where it shows the time of the box. The click on visualisation options. A configuration menu should pop up on the screen. From this menu, look at the plugins diretory. There you will find several tabs (Input, Output, Visualisations, DSP/Effect, and General.
By clicking on any one of those, you will see all available plugins (all the ones you have installed) for that particular function. You click on the plugin you want (they'll be shown in theright hand side of the config window. The you highlight the plugin you wnt to use just by clicking on it and at the bottom you will find a config option toset it the way you like it..